We derive the exact expression of the diffusion coefficient of a self-gravitating Brownian gas in two dimensions. Our formula generalizes the usual Einstein relation for a free Brownian motion to the context of two-dimensional gravity. We show the existence of a critical temperature T<Subscript>c</Subscript> at which...</subscript>

The influence of environmental fluctuations (modeled as a multiplicative dichotomous noise) on predator–prey interaction is studied using a metapopulation model with N prey-subpopulations. Investigating the role that predator interference plays in the dynamics of such trophic systems, the...

The statistical theory of certain complex wave interference phenomena, like the statistical fluctuations of transmission and reflection of waves, is of considerable interest in many fields of physics. In this article, we shall be mainly interested in those situations where the complexity derives...

Arrival times of requests to print in a student laboratory were analyzed. Inter-arrival times between subsequent requests follow a universal scaling law relating time intervals and the size of the request, indicating a scale invariant dynamics with respect to the size. The cumulative...

We study a generalization of the Heston model, which consists of two coupled stochastic differential equations, one for the stock price and the other one for the volatility. We consider a cubic nonlinearity in the first equation and a correlation between the two Wiener processes, which model the...

The asymptotic regime of a complex ecosystem with N random interacting species and in the presence of an external multiplicative noise is analyzed. We find the role of the external noise on the long time probability distribution of the ith density species, the extinction of species and the local...

The distribution of return intervals of extreme events is studied in time series characterized by finite-term correlations with non-exponential decay. Precisely, it has been analyzed the statistics of the return intervals of extreme values of the resistance fluctuations displayed by resistors...

The influence of noise-flatness on overdamped motion of Brownian particles in a 1D periodic system with a simple sawtooth potential subjected to both unbiased thermal noise and three-level telegraph noise is considered. The exact formula for the stationary probability flux (current) is...

The present paper examines the influence of the forcing frequency on the response of a randomly perturbed Hodgkin-Huxley system in the realm of suprathreshold amplitudes. Our results show that, in the presence of noise, the choice of driving frequency can seriously affect the precision of the...

We model the dynamics of social structure by a simple interacting particle system. The social standing of an individual agent is represented by an integer-valued fitness that changes via two offsetting processes. When two agents interact one advances: the fitter with probability p and the less...